Supporting a local business is always the way to go. And since you're wanting a Phantom, you should get it directly from CCI. Mike will help you get exactly what you want and they'll have more color options there than at other places.

Avoid eBay. Pbnation and mcarterbrown are great if you have experience with them. If you don't have much experience with them than avoid them. Definately try your local store. If they sell used guns ask them to contact you when a pump comes in. Pump is pretty popular, just search around a little.